A simple positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix
by Whitney K. Newey and Kenneth D. West
| Year of publication: |
1987
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|---|---|
| Authors: | Newey, Whitney K. |
| Other Persons: | West, Kenneth D. (contributor) |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 55.1987, 3, p. 703-708
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| Subject: | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001029367